-83.6%
FIG vs BAM
-13.4%
-70.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +1.7% |
| 7D | +2.6% | -2.0% | +4.6% | +4.5% |
| 30D | -13.1% | +13.7% | -26.7% | -21.9% |
| 3M | -20.3% | -4.8% | -15.6% | -16.5% |
| 6M | -2.1% | +7.6% | -9.7% | -9.4% |
| YTD | -49.4% | +1.2% | -50.5% | -50.3% |
| 1Y | -57.0% | -2.3% | -54.7% | -56.0% |
| All | -83.6% | -13.4% | -70.3% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling